2016-08-31 月度报告 上投摩根货币市场基金 Monthly Report CIFM RMB Money Market Fund 代码/ Fund code 370010 2019-10-31 投资目标/Investment Objective 业绩表现-7日年化收益率/Fund performance – 7 day average annualized yield 时间区间/period: 2018/11/01—2019/10/31 通过合理的资产选择,在有效控制投资风险和保 4.00% 持较高流动性的前提下,为投资者提供资金的流 3.50% 动性储备,进一步优化现金管理,并力求获得高 3.00% 于业绩比较基准的稳定回报。 2.50% The fund aims to provide investors with high degree of liquidity, cash management improvement, and it 2.00% aims to achieve a steady return above the 1.50% benchmark through appropriate asset allocations, 1.00% effective risk control and high degree of liquidity 0.50% management. 0.00% 投资范围/Permissible Investments Nov-18 Jan-19 Mar-19 May-19 Jul-19 Sep-19 上投货币A 上投货币B 7天通知存款(税后) 现金 RMB MMF A-Share RMB MMF B-Share 7 day call deposit(after tax) Cash 区间7日年化收益率均值* 1年以内(含1年)的银行定期存款、大额存 今年以来 1个月 3个月 6个月 1年 Period 7 day average YTD 1 month 3 months 6 months 1 year 单 annualized yield* 上投货币A Bank deposits and certificates of deposits- 2.14% 2.18% 2.15% 2.10% 2.18% RMB MMF A-Share maturity less or equal to 1 year 上投货币B 2.38% 2.42% 2.39% 2.34% 2.42% 剩余期限在397天以内(含397天)的债券 RMB MMF B-Share Bonds – remaining maturity less or equal to 397 7天通知存款(税后) 1.35% 1.35% 1.35% 1.35% 1.35% 7 day call deposit(after tax) days 期限在1年以内(含1年)的债券回购 *区间7日年化收益率均值是相应统计时间段内7日年化收益率的算术平均数。 *Period 7 day average annualized yield is the arithmetic average of 7 day average annualized yield in a Repurchase agreements- maturity less or equal selected period of time. to 1 year 组合明细分析—报告期末投资组合平均剩余期限分布比例 期限在1年以内(含1年)的中央银行票据 Portfolio Analysis Breakdown – Weighted Average Maturity(WAM) Distribution Central bank bills – maturity less or equal to 1 各期限资产占基金资产净值的比例(%) WAM distribution (% of NAV) year 60% 中国证监会、人民银行认可的其他具有良好 50% 48.0% 流动性的货币市场工具 Other money market instruments with sound 40% liquidity as approved by the CSRC and PBoC 30% 27.6% 17.0% 20% 10% 5.5% 3.6% 0% 1-29天/Days 30-59天/Days 60-89天/Days 90-119天/Days 120-397天/Days 平均剩余期限/WAM 风险提示:基金管理人保证本报告所载资料不存在虚假记载、误导性陈述或重大遗漏,并对其内容的真实性、准确性和完整性承担个别及连带责任。 报告内容未经托管人复核。 基金管理人承诺以诚实信用、勤勉尽责的原则管理和运用基金资产,但不保证基金一定盈利。基金的过往业绩并不代表其 未来表现。投资有风险,投资者在作出投资决策前应仔细阅读本基金的《基金合同》、《招募说明书》及其更新等法律文件。 Risk Disclosure:Fund managers ensure that the information contained in this report there has no false, misleading statements or material omissions, and severally and jointly accept responsibility for the truthfulness, accuracy and completeness of the contents. Report has not reviewed by the trustees. Fund managers are committed to honesty, diligence as the principles of management and use of fund assets, but does not guarantee the profitability of fund. Fund's past performance is not indicative of future performance. Investment contains risk. Before making investment decisions, investors should carefully read the Fund's "fund contract", "prospectus" and its updates and other legal documents.  2016-06-30 月度报告 上投摩根货币市场基金 Monthly Report CIFM RMB Money Market Fund 代码/ Fund code 370010 2019-10-31 基金信息/Fund facts 组合明细分析—资产类别/ Portfolio Analysis Breakdown - Asset allocation 成立日期 2005/4/13 1.1% 4.6% Inception Date 基金托管人 中国建设银行股份有限公司 13.7% 银行存款和结算备付金 Custodian China Construction Bank Bank deposits and reserves 基金经理 孟晨波 王化鑫 买入返售金融资产 Fund manager Molly Meng, Alex Wang 36.6% Repos 金融债券 业绩比较基准 同期七天通知存款利率(税后) 8.5% Financial Bonds Benchmark 7 day call deposit (after tax) 同业存单 最低申购金额(元)* 10 NCD Minimum subscription amount(RMB)* 企业债券 最低赎回份额(份) 10 Corporate Bonds Minimum redemption amount(units) 其他资产* 35.5% 管理费率(每年) 0.33% Other Assets* Management fees per year *其他资产包括:应收证券清算款、应收利息、应收申购款等。 托管费率(每年) 0.10% Other assets include receivable due from exchange; interest receivable and subscription receivable etc. Custodian fees per year 销售服务费率(每年) A类/A-share 0.25% 组合明细分析—存款往来银行 Distribution fees per year B类/B-share 0.01% Portfolio Analysis Breakdown – bank deposits counterparties 报告期当月存款往来银行为:农业银行、中国银行、交通银行、建设银行、邮储银行、 期末基金份额(份) A类/A-share Fund holding(units) 82,007,961.84 汇丰银行、恒生银行、大华银行。 B类/B-share Counterparties of the bank deposits in the reporting month are : Agricultural Bank of China, 82,890,150,583.11 Bank of China, Bank of Communications, China Construction Bank, Postal Savings Bank of China, 期末平均剩余期限(天) 72 HSBC (China) Ltd., Hang Seng Bank (China) Ltd, UOB (China) Ltd. Weighted average maturity in days 组合明细分析—前十大持仓债券 期末平均剩余存续期(天) 72 Portfolio Analysis Breakdown – Top 10 Bonds holdings Weighted average life in days 占基金资产净值 类别 代码 名称 摊余成本 比例(%) Instrument Code Name Amortized Value *如在基金存续期内的任何一个开放日,A类基金份额持 % of NAV 有人通过认购、申购、分配收益或其他方式,使其持有 同业存单 19汇丰银行 111991236 1,141,323,925.48 1.38 的基金份额余额达到5,000,000份的,即由A类持有人升 NCD CD003 级为B类基金份额持有人;如在基金存续期内的任何一 同业存单 19农业银行 111903103 985,025,552.85 1.19 个开放日,B类持有人通过赎回或其他方式使其持有的 NCD CD103 基金份额少于500,000份,即由B类持有人降为A类。 金融债 150203 15国开03 932,050,565.17 1.12 *A-share investors who hold 5,000,000 units or more, will Financial Bond be changed to B-share investors; B-share investors who 金融债 150208 15国开08 804,665,438.14 0.97 hold the units less than 500,000, will be automatically Financial Bond changed to A-share investors. 同业存单 18交通银行 111806270 747,611,036.79 0.90 NCD CD270 同业存单 19交通银行 111906047 693,882,998.83 0.84 NCD CD047 金融债 180202 18国开02 683,282,083.24 0.82 Financial Bond 金融债 190402 19农发02 599,073,822.09 0.72 Financial Bond 金融债 190301 19进出01 549,844,994.98 0.66 Financial Bond 同业存单 18交通银行 111806269 548,451,873.26 0.66 NCD CD269 风险提示:基金管理人保证本报告所载资料不存在虚假记载、误导性陈述或重大遗漏,并对其内容的真实性、准确性和完整性承担个别及连带责任。 报告内容未经托管人复核。 基金管理人承诺以诚实信用、勤勉尽责的原则管理和运用基金资产,但不保证基金一定盈利。基金的过往业绩并不代表其 未来表现。投资有风险,投资者在作出投资决策前应仔细阅读本基金的《基金合同》、《招募说明书》及其更新等法律文件。 Risk Disclosure:Fund managers ensure that the information contained in this report there has no false, misleading statements or material omissions, and severally and jointly accept responsibility for the truthfulness, accuracy and completeness of the contents. Report has not reviewed by the trustees. Fund managers are committed to honesty, diligence as the principles of management and use of fund assets, but does not guarantee the profitability of fund. Fund's past performance is not indicative of future performance. Investment contains risk. Before making investment decisions, investors should carefully read the Fund's "fund contract", "prospectus" and its updates and other legal documents.